+191.0%
IRM vs PFG
+110.7%
+80.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.1% |
| 7D | +1.6% | +6.0% | -4.4% | -1.0% |
| 30D | -4.2% | +2.2% | -6.4% | -5.2% |
| 3M | -5.4% | +10.4% | -15.7% | -9.6% |
| 6M | +12.0% | +27.8% | -15.8% | +0.4% |
| YTD | +42.0% | +33.6% | +8.4% | +24.2% |
| 1Y | +29.9% | +49.3% | -19.4% | +7.9% |
| 3Y | +104.4% | +69.7% | +34.6% | +57.4% |
| 5Y | +191.0% | +111.3% | +79.7% | +102.2% |
| All | +191.0% | +110.7% | +80.3% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling